Workflow to make windows on building
I would recommend to cut holes in the walls using Archimesh and placing the glass frame inside the window frame. Reasoning behind it is that you might want to play with sliding windows etc. But at the end the goal of your project decides mostly what approach will work best.

You can use Archimesh for house/room modelling. But will only work if you started from scratch. In other cases you need to cut the holes your self by for example the knife tool or re-organizing your topology.

Using Archimesh

The Archimesh Add-on is a fine add-on what can make a room, place windows and doors in the location you like and hit a button called Auto-Holes that will cut the holes for you. 

The Archimesh add-on is distributed with Blender by default, but it is disabled. You just need to enable it in the User preferences.